+527.5%
APP vs ECL
+49.9%
+477.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +2.9% |
| 7D | +4.6% | +2.9% | +1.7% | +2.8% |
| 30D | +56.0% | +7.5% | +48.5% | +47.6% |
| 3M | +30.8% | +12.2% | +18.6% | +20.0% |
| 6M | -9.8% | +24.6% | -34.4% | -23.4% |
| YTD | -39.3% | +18.8% | -58.0% | -47.7% |
| 1Y | -26.4% | +19.3% | -45.8% | -37.1% |
| 3Y | +887.9% | +78.2% | +809.7% | +483.9% |
| 5Y | +264.1% | +38.8% | +225.3% | +106.5% |
| All | +527.5% | +49.9% | +477.6% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling